This is exactly what most people in this thread are missing. The copyright holder, i.e the creator of the code is never obligated to do anything by the licence he chooses to release with. The licence applied to users of the copyright owners work.
If a project has many contributors (copyright holders), they would all have to agree to a license change, so in practice something like the Linux kernel is very unlikely to ever change to a proprietary licence, but it’s theoretically possible.
The copyright holders are never bound by the terms of a user licence.